+7.8%
LOW vs ED
+66.4%
-58.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | -9.3% | +1.9% | -11.2% | -9.8% |
| 3M | -8.1% | +1.9% | -9.9% | -8.6% |
| 6M | -19.8% | -2.3% | -17.5% | -19.3% |
| YTD | -16.4% | +10.9% | -27.3% | -19.1% |
| 1Y | -24.7% | +14.5% | -39.2% | -28.0% |
| 3Y | -8.8% | +33.4% | -42.2% | -18.7% |
| 5Y | +7.8% | +67.3% | -59.5% | -5.6% |
| All | +7.8% | +66.4% | -58.6% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling